First check that the correct sequencer modules are loaded
for your sound card.
For a card with an external Midi connection, you need to
load
snd-seq-midi
and for the AWE32/64 internal synthesizer you need to load
snd-synth-emu8000.

If you have an AWE32/64 you will need to load the sounds with
sfxload as with the standard kernel drivers.

Make sure that the synth in the mixer is turned up and unmuted if
appropriate.

The sbiload program is now included in alsa-tools, or you can also
download it from the sbiload author's web site.
The sbiload program is written by Uros Bizjak <uros@kss-loka.si>
Web:
http://www.kss-loka.si/~uros/sbiload.html

For laptops
the sound card (or the driver?) does not keep the instruments patch
after suspend so sbiload should be called at resume (as well as alsactl
restore)

It should be said that ALSA+pmidi plays with better quality than OSS/Free
but that in general FM synthesizers are not great for good midi.